Module 9: Convex Optimization Problems and Disciplined Convex Programming

Homework

Homework 5 is due next week, Sunday at midnight.

Learning Objectives

  • Definition of Convex Optimization Problem
  • Problem Transformations
  • Important Subclasses of Convex Optimization Problems
  • Discilined Convex Programming and CVX
  • Vector Optimization and Scalarization

Readings

Sections 4.1-4.4, 4.6-4.7 of Convex Optimization

CVX users guide, read one of these: -python -R -julia